+578.7%
FE vs DTE
+1,736.4%
-1,157.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -0.5% | +3.5% | -4.0% | -3.1% |
| 30D | +4.3% | +9.5% | -5.2% | -2.5% |
| 3M | +0.4% | +2.5% | -2.2% | -1.6% |
| 6M | +6.9% | +0.6% | +6.4% | +6.2% |
| YTD | +8.0% | +10.5% | -2.5% | -0.1% |
| 1Y | +4.8% | +3.3% | +1.5% | +1.8% |
| 3Y | +49.0% | +56.3% | -7.3% | +5.9% |
| 5Y | +46.2% | +44.9% | +1.3% | +9.4% |
| 10Y | +120.9% | +149.2% | -28.3% | +4.9% |
| All | +578.7% | +1,736.4% | -1,157.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling